Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -90.91% |
Year to date (YTD) | -86.36% |
1 month | -62.50% |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 431.40 |
Premium | 0.22% |
Premium p.a. | 0.79% |
Leverage | 15.08 |
Implied volatility | 0.29 |
ISIN | CH1268393019 |
Symbol | ZUR8DZ |
Security | 126839301 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 380.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 21.09.2023 |
Premium | 21.59% |
Premium p.a. | 78.79% |
Leverage | 321.80 |
Implied volatility | 29.01% |
Moneyness | out-of-the-money |
Leverage | 15.0781 |
Delta | -0.0469 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0013 |
Vega | 0.0049 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 378.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.40 |
NOVARTIS N | 93.92 |
Holcim | 81.50 |
ROCHE GS | 249.80 |
ZURICH INSURANCE | 482.70 |
Name | Price |
---|---|
GEBERIT N | 537.20 |
Givaudan | 4'275.00 |
LOGITECH INT. | 87.26 |
Lonza Group | 473.40 |
ABB Ltd | 50.84 |